TraderTools offers Flow and Execution-Quality Analysis

TraderTools now offers its customers flow and
execution-quality analysis, based on data collected using its FX
trading platform. Generated reports include flow-breakdown by
currency pair and liquidity provider, order and fill statistics,
as well as corresponding trends.

Statistics for an actual trade

The analysis can be run daily, weekly, monthly, or upon
request for an arbitrary data subset.The analysis
also compares the realized VWAP on a per-order basis with an
estimate for the price that would have been obtained without the
benefit of TraderTools' FX liquidity aggregation and smart order
routing capabilities. Average price improvement for a top-tier
bank is on the order of per million, relevant not only to nostro
executions but also to tightening proprietary prices to the
bank's customers.

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